+309.7%
HPE vs DOCS
-36.0%
+345.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.8% | -1.7% | -4.2% |
| 7D | -0.6% | -1.4% | +0.8% | -0.4% |
| 30D | -2.3% | +21.8% | -24.1% | -4.9% |
| 3M | -2.9% | +27.3% | -30.2% | -6.1% |
| 6M | +143.6% | -0.3% | +143.9% | +140.0% |
| YTD | +118.5% | -40.5% | +159.0% | +128.4% |
| 1Y | +129.2% | -61.5% | +190.7% | +152.3% |
| 3Y | +212.5% | +8.2% | +204.4% | +201.5% |
| 5Y | +286.9% | -73.4% | +360.3% | +294.1% |
| All | +309.7% | -36.0% | +345.7% | +302.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DOCS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling